If you do and have a crack in the plenum, (spelling?), I believe you could be getting an oil residue in your house.
Then again, you should be showing signs of illness as well because carbon monoxide would be there too. Remember you can't see it or smell it but, it will kill you!
I had an oil furnace that cracked one day and you could see a small cloud every now and then when the furnace came on. Needless to say we shut off the furnace that night and called an HVAC guy the next day.